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marketcalls/Compute and Plot.py

Created November 15, 2016 10:58
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Compute and Plot
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Compute and Plot.py
#Compute Percentage Change
rets = d.pct_change()
#Compute Correlation
corr = rets.corr()
#Plot Correlation Matrix using Matplotlib
%pylab inline
plt.figure(figsize=(10, 10))
plt.imshow(corr, cmap='RdYlGn', interpolation='none', aspect='auto')
plt.colorbar()
plt.xticks(range(len(corr)), corr.columns, rotation='vertical')
plt.yticks(range(len(corr)), corr.columns);
plt.suptitle('Stock Correlations Heat Map', fontsize=15, fontweight='bold')
plt.show()
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